+94.8%
IAU vs AS
+137.8%
-43.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.5% |
| 7D | +2.8% | +4.5% | -1.7% | +2.5% |
| 30D | -4.0% | +13.2% | -17.2% | -4.7% |
| 3M | -8.2% | -11.9% | +3.7% | -7.6% |
| 6M | -14.8% | -11.6% | -3.2% | -14.3% |
| YTD | -6.7% | -14.7% | +8.0% | -6.3% |
| 1Y | -2.2% | +5.7% | -7.9% | -2.3% |
| All | +94.8% | +137.8% | -43.0% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling